+292.6%
APP vs XYZ
-64.1%
+356.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +8.9% |
| 7D | +71.2% | +12.1% | +59.1% | +59.2% |
| 30D | +39.1% | +12.4% | +26.7% | +29.2% |
| 3M | +16.5% | +8.2% | +8.4% | +10.3% |
| 6M | -16.6% | +20.7% | -37.2% | -25.6% |
| YTD | -41.9% | +31.3% | -73.3% | -51.0% |
| 1Y | -37.0% | +20.5% | -57.6% | -44.7% |
| 3Y | +892.4% | +72.6% | +819.8% | +537.3% |
| All | +292.6% | -64.1% | +356.7% | +493.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling